Visualize estimates from Lasso Averaging Estimation

Description

The function plots (i) the weights for each candidate model relating to different candidate complexity parameters and (ii) the Lasso averaging, Lasso, OLS estimation, and variable importance results.

Usage

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## S3 method for class 'lae'
plot(x, xaxis = c("index", "realnumbers"), legend.place = "topright", 
         display.importance = TRUE, ...)

Arguments

x

An object of class "lae".

xaxis

A string of either "index" or "realnumbers" to specify whether the x-axis should show the real values of the candidate complexity parameters or not.

legend.place

A string defining where the legend should be placed.

display.importance

A logical value defining whether the variable importance measure should be plotted or not.

...

Further graphical arguments to be passed.

Author(s)

Michael Schomaker

See Also

lae for Lasso Averaging Estimation.

Examples

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library(lasso2)
data(Prostate)
l1 <- lae(Prostate, ycol=9, kfold=10, my.formula=lpsa~.)
plot(l1,xaxis="realnumbers")